In a saucepan over medium heat, combine blueberries, sugar, cornstarch, lemon zest, and vanilla extract. Stir the mixture continuously to prevent burning and cook for 5-7 minutes until the berries begin to burst and the mixture thickens to a jam-like consistency. The cornstarch will activate as it heats, creating a glossy texture. Once thickened, remove from heat and transfer to a bowl. Place in the refrigerator for 10 minutes to cool completely before handling.

Open the can of refrigerated biscuit dough and separate into 8 equal pieces. Take each biscuit piece and flatten it with your palms, pressing outward from the center to create approximately 3-inch rounds. Ensure the thickness is even throughout to promote uniform baking and prevent any thin spots that could leak during baking.

Place 1 teaspoon of softened cream cheese in the center of each flattened dough round, then top with 1 tablespoon of the cooled blueberry filling. Carefully fold the edges of the dough up and over the filling, gathering at the top. Pinch the seams firmly to create a tight seal, ensuring no filling can escape during baking. Roll the sealed ball between your palms to smooth out any creases.

Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper. Dip each sealed dough ball into the melted butter, ensuring complete coverage. Immediately roll the buttered ball in the cinnamon-sugar mixture until thoroughly coated. Place the coated pie bombs on the prepared baking sheet, spacing them about 2 inches apart to allow for expansion. Bake for 12-15 minutes until golden brown and firm to the touch.